XUTD.DE vs. XDWD.DE
XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XUTD.DE is a Government Bonds fund tracking the iBoxx USD Treasuries Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XUTD.DE returned 0.68%/yr vs 12.83%/yr for XDWD.DE. At a 0.07 correlation, their price movements are largely independent. XUTD.DE charges 0.06%/yr vs 0.19%/yr for XDWD.DE.
Performance
XUTD.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUTD.DE achieves a 1.08% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, XUTD.DE has underperformed XDWD.DE with an annualized return of 0.68%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XUTD.DE
- 1D
- 0.08%
- 1M
- 0.88%
- YTD
- 1.08%
- 6M
- 0.34%
- 1Y
- 1.80%
- 3Y*
- 0.11%
- 5Y*
- 0.47%
- 10Y*
- 0.68%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XUTD.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 1.08% | -5.37% | 6.37% | 0.41% | -7.33% | 5.70% | -1.66% | 9.76% | 5.24% | -9.99% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XUTD.DE and XDWD.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2016 | 0.07 |
The correlation between XUTD.DE and XDWD.DE shifts across timeframes, from 0.00 (5 years) to 0.17 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XUTD.DE vs. XDWD.DE — Risk / Return Rank
XUTD.DE
XDWD.DE
XUTD.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XUTD.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 3.63 | -3.18 |
| Martin ratioReturn relative to average drawdown | 1.12 | 14.44 | -13.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUTD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.14 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.90 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.84 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.78 | -0.73 |
Drawdowns
XUTD.DE vs. XDWD.DE - Drawdown Comparison
The maximum XUTD.DE drawdown since its inception was -18.01%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and XDWD.DE.
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Drawdown Indicators
| XUTD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.01% | -33.55% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.92% | -6.54% | +2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -11.06% | -21.64% | +10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -13.06% | -21.64% | +8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -18.01% | -33.55% | +15.54% |
Current DrawdownCurrent decline from peak | -13.39% | -0.33% | -13.06% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -4.55% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.65% | -0.05% |
Volatility
XUTD.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) is 0.92%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XUTD.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUTD.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 2.60% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.82% | 7.77% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 11.12% | -5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 14.13% | -5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 15.16% | -7.22% |
XUTD.DE vs. XDWD.DE - Expense Ratio Comparison
XUTD.DE has a 0.06% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XUTD.DE vs. XDWD.DE - Dividend Comparison
XUTD.DE's dividend yield for the trailing twelve months is around 3.47%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D | 3.47% | 3.43% | 3.53% | 2.45% | 1.97% | 3.26% | 1.18% | 1.46% | 1.26% | 1.51% | 1.97% |
Frequently Asked Questions
XUTD.DE and XDWD.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.19% for XDWD.DE.
XUTD.DE is categorized as Government Bonds, while XDWD.DE is Global Equities. XUTD.DE tracks iBoxx USD Treasuries Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.06% for XUTD.DE and 0.19% for XDWD.DE.
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